Skip to content

R-SIG-Finance September 2009

|

Adams, Zeno

Last active: Sep 28, 2009
1 msg
Adams, Zeno index tracking Sep 28, 2009

Aleks Clark

Last active: Sep 30, 2009
4 msgs
Aleks Clark column transposition with xts Sep 14, 2009 Aleks Clark column transposition with xts Sep 16, 2009 Aleks Clark using caret to select financial models Sep 17, 2009 Aleks Clark what should I be reading? Sep 30, 2009

Alexios Ghalanos

Last active: Sep 1, 2009
1 msg
Alexios Ghalanos Correct specification for modelling a AR(p)-GJR GARCH(1, 1) - skewed t using fGARCH Sep 1, 2009

Ana Nelson

Last active: Sep 14, 2009
1 msg
Ana Nelson EXCEL & R Sep 14, 2009

Andre Nathan

Last active: Sep 10, 2009
2 msgs
Andre Nathan Newbie quantmod periodicity question Sep 10, 2009 Andre Nathan Newbie quantmod periodicity question Sep 10, 2009

Andrew Ellis

Last active: Sep 1, 2009
1 msg
Andrew Ellis Regression in fPortfolio? Sorting by date does not work... Sep 1, 2009

Angel Spassov

Last active: Sep 22, 2009
1 msg
Angel Spassov Markov Switching Sep 22, 2009

Brenda Quismorio

Last active: Sep 22, 2009
1 msg
Brenda Quismorio Help to calculate tail dependence and tail risks Sep 22, 2009

Breno Neri

Last active: Sep 16, 2009
2 msgs
Breno Neri how to winsorize data Sep 16, 2009 Breno Neri how to winsorize data Sep 16, 2009

Brian G. Peterson

Last active: Sep 28, 2009
12 msgs
Brian G. Peterson Quantmod and Tick Data Sep 1, 2009 Brian G. Peterson Non unique timestamp in zoo object Sep 1, 2009 Brian G. Peterson EXCEL & R Sep 9, 2009 Brian G. Peterson EXCEL & R Sep 9, 2009 Brian G. Peterson access to real time market data Sep 9, 2009 Brian G. Peterson Newbie quantmod periodicity question Sep 10, 2009 Brian G. Peterson Newbie quantmod periodicity question Sep 10, 2009 Brian G. Peterson Newbie Question: Portfolio Optimization with MV, LPM and CVaR constraints Sep 11, 2009 Brian G. Peterson Does anybody know how to connect to KDB from within R? Sep 24, 2009 Brian G. Peterson computing term structures of bonds Sep 24, 2009 Brian G. Peterson write.xts() and read.xts() Sep 25, 2009 Brian G. Peterson Static Portfolio Optimization Sep 28, 2009

Cedrick Johnson

Last active: Sep 29, 2009
4 msgs
Cedrick Johnson access to real time market data Sep 9, 2009 Cedrick Johnson Possible enhancement to volatility in TTR Sep 23, 2009 Cedrick Johnson Possible enhancement to volatility in TTR Sep 28, 2009 Cedrick Johnson Possible enhancement to volatility in TTR Sep 29, 2009

Charles Ward

Last active: Sep 16, 2009
1 msg
Charles Ward how to winsorize data Sep 16, 2009

Christofer Bogaso

Last active: Sep 24, 2009
1 msg
Christofer Bogaso Problem on ploting of a zoo object Sep 24, 2009

Daniel Cegiełka

Last active: Sep 25, 2009
7 msgs
Daniel Cegiełka Quantmod and Tick Data Sep 1, 2009 Daniel Cegiełka hdf5, quantmod, xts... and dates Sep 16, 2009 Daniel Cegiełka hdf5, quantmod, xts... and dates Sep 16, 2009 Daniel Cegiełka Does anybody know how to connect to KDB from within R? Sep 24, 2009 Daniel Cegiełka Does anybody know how to connect to KDB from within R? Sep 24, 2009 Daniel Cegiełka Does anybody know how to connect to KDB from within R? Sep 24, 2009 Daniel Cegiełka Does anybody know how to connect to KDB from within R? Sep 25, 2009

David Smith

Last active: Sep 16, 2009
1 msg
David Smith how to winsorize data Sep 16, 2009

Diethelm Wuertz

Last active: Sep 28, 2009
3 msgs
Diethelm Wuertz timeSeries:: bizarre rbind behavior with colnames Sep 27, 2009 Diethelm Wuertz timeSeries:: bizarre rbind behavior with colnames Sep 27, 2009 Diethelm Wuertz discussion of time series objects in R/Rmetrics Sep 28, 2009

Dirk Eddelbuettel

Last active: Sep 9, 2009
1 msg
Dirk Eddelbuettel EXCEL & R Sep 9, 2009

Elise Johnson

Last active: Sep 30, 2009
1 msg
Elise Johnson Can you post next Predictive Analytics World conference on forum? Sep 30, 2009

EliseJ

Last active: Sep 30, 2009
1 msg
EliseJ Announcing: Predictive Analytics World, Oct. 20-21 in Washington DC Sep 30, 2009

Gabor Grothendieck

Last active: Sep 30, 2009
9 msgs
Gabor Grothendieck Non unique timestamp in zoo object Sep 1, 2009 Gabor Grothendieck Non unique timestamp in zoo object Sep 1, 2009 Gabor Grothendieck EXCEL & R Sep 10, 2009 Gabor Grothendieck multivariate zoo and looping Sep 13, 2009 Gabor Grothendieck column transposition with xts Sep 16, 2009 Gabor Grothendieck how to winsorize data Sep 16, 2009 Gabor Grothendieck Problem on ploting of a zoo object Sep 24, 2009 Gabor Grothendieck write.xts() and read.xts() Sep 25, 2009 Gabor Grothendieck what should I be reading? Sep 30, 2009

Gaspar Núñez

Last active: Sep 2, 2009
1 msg
Gaspar Núñez another silly question Sep 2, 2009

Geoffrey Smith

Last active: Sep 16, 2009
2 msgs
Geoffrey Smith how to winsorize data Sep 16, 2009 Geoffrey Smith how to winsorize data Sep 16, 2009

Gower, Luke

Last active: Sep 28, 2009
1 msg
Gower, Luke index tracking Sep 28, 2009

Hans-Peter Suter

Last active: Sep 10, 2009
1 msg
Hans-Peter Suter EXCEL & R Sep 10, 2009

Inei1234

Last active: Sep 30, 2009
1 msg
Inei1234 limiting number of investments in the portfolio Sep 30, 2009

Jan Vandermeer

Last active: Sep 9, 2009
1 msg
Jan Vandermeer EXCEL & R Sep 9, 2009

Jeff Ryan

Last active: Sep 29, 2009
8 msgs
Jeff Ryan Non unique timestamp in zoo object Sep 1, 2009 Jeff Ryan hdf5, quantmod, xts... and dates Sep 16, 2009 Jeff Ryan column transposition with xts Sep 16, 2009 Jeff Ryan Problem with getSymbols.oanda in quantmod Sep 18, 2009 Jeff Ryan timeSeries:: bizarre rbind behavior with colnames Sep 23, 2009 Jeff Ryan write.xts() and read.xts() Sep 25, 2009 Jeff Ryan write.xts() and read.xts() Sep 25, 2009 Jeff Ryan timeSeries:: bizarre rbind behavior with colnames Sep 29, 2009

Jesse Velez

Last active: Sep 28, 2009
1 msg
Jesse Velez Static Portfolio Optimization Sep 28, 2009

Jonathan Ling

Last active: Sep 11, 2009
1 msg
Jonathan Ling Newbie Question: Portfolio Optimization with MV, LPM and CVaR constraints Sep 11, 2009

Jorge Nieves

Last active: Sep 17, 2009
1 msg
Jorge Nieves Short and longs positions - Portfolio optimization Sep 17, 2009

Josef Hayden

Last active: Sep 28, 2009
1 msg
Josef Hayden termstrc: bond yields Sep 28, 2009

Josh C. Chien

Last active: Sep 9, 2009
1 msg
Josh C. Chien EXCEL & R Sep 9, 2009

Joshua Ulrich

Last active: Sep 29, 2009
10 msgs
Joshua Ulrich Index of data is missing (dim is NULL) Sep 2, 2009 Joshua Ulrich R-Help(Aggregate function): Multiple functions for different collumns Sep 2, 2009 Joshua Ulrich access to real time market data Sep 9, 2009 Joshua Ulrich access to real time market data Sep 9, 2009 Joshua Ulrich (TTR) chaikinVolatility problems Sep 14, 2009 Joshua Ulrich (TTR) chaikinVolatility problems Sep 14, 2009 Joshua Ulrich (TTR) chaikinVolatility problems Sep 14, 2009 Joshua Ulrich column transposition with xts Sep 14, 2009 Joshua Ulrich Possible enhancement to volatility in TTR Sep 28, 2009 Joshua Ulrich Possible enhancement to volatility in TTR Sep 29, 2009

Josuah Rechtsteiner

Last active: Sep 9, 2009
1 msg
Josuah Rechtsteiner EXCEL & R Sep 9, 2009

Luis Torgo

Last active: Sep 27, 2009
2 msgs
Luis Torgo Problem with getSymbols.oanda in quantmod Sep 18, 2009 Luis Torgo Problem in getSymbols.mysql() Sep 27, 2009

Mark Breman

Last active: Sep 22, 2009
1 msg
Mark Breman LPPL model for bubble burst forcasting Sep 22, 2009

Mark Knecht

Last active: Sep 28, 2009
5 msgs
Mark Knecht (TTR) chaikinVolatility problems Sep 14, 2009 Mark Knecht (TTR) chaikinVolatility problems Sep 14, 2009 Mark Knecht (TTR) chaikinVolatility problems Sep 14, 2009 Mark Knecht Help to calculate tail dependence and tail risks Sep 22, 2009 Mark Knecht discussion of time series objects in R/Rmetrics Sep 28, 2009

Matteo Bertini

Last active: Sep 10, 2009
1 msg
Matteo Bertini fit arima long period alternatives Sep 10, 2009

Megh Dal

Last active: Sep 14, 2009
2 msgs
Megh Dal Surface plot of multivariate time series Sep 13, 2009 Megh Dal Multivariate TS plot with RGL Sep 14, 2009

Michael

Last active: Sep 25, 2009
6 msgs
Michael Does anybody know how to connect to KDB from within R? Sep 24, 2009 Michael Does anybody know how to connect to KDB from within R? Sep 24, 2009 Michael Does anybody know how to connect to KDB from within R? Sep 24, 2009 Michael Does anybody know how to connect to KDB from within R? Sep 24, 2009 Michael Does anybody know how to connect to KDB from within R? Sep 25, 2009 Michael Does anybody know how to connect to SAS from within R? Sep 25, 2009

Nicolas Chapados

Last active: Sep 23, 2009
4 msgs
Nicolas Chapados Regression in fPortfolio? Sorting by date does not work... Sep 1, 2009 Nicolas Chapados Regression in fPortfolio? Sorting by date does not work... Sep 1, 2009 Nicolas Chapados Bug in fOptions::GBSOption boundary condition? Sep 19, 2009 Nicolas Chapados timeSeries:: bizarre rbind behavior with colnames Sep 23, 2009

Patrick Brandt

Last active: Sep 22, 2009
1 msg
Patrick Brandt Markov Switching Sep 22, 2009

Patrick Burns

Last active: Sep 29, 2009
1 msg
Patrick Burns index tracking Sep 29, 2009

Paul Gilbert

Last active: Sep 15, 2009
1 msg
Paul Gilbert EXCEL & R Sep 15, 2009

Pfaff, Bernhard Dr.

Last active: Sep 24, 2009
1 msg
Pfaff, Bernhard Dr. loglik() in urca function Sep 24, 2009

Sean O'Riordain

Last active: Sep 2, 2009
1 msg
Sean O'Riordain another silly question Sep 2, 2009

Shane Conway

Last active: Sep 16, 2009
1 msg
Shane Conway how to winsorize data Sep 16, 2009

Thomas Etheber

Last active: Sep 28, 2009
1 msg
Thomas Etheber Static Portfolio Optimization Sep 28, 2009

Wei-han Liu

Last active: Sep 3, 2009
2 msgs
Wei-han Liu general Levy processes and simulation Sep 2, 2009 Wei-han Liu general Levy processes and simulation Sep 3, 2009

Wind

Last active: Sep 25, 2009
3 msgs
Wind LPPL model for bubble burst forcasting Sep 22, 2009 Wind write.xts() and read.xts() Sep 25, 2009 Wind write.xts() and read.xts() Sep 25, 2009

Yohan Chalabi

Last active: Sep 2, 2009
1 msg
Yohan Chalabi Regression in fPortfolio? Sorting by date does not work... Sep 2, 2009

Zebedee Nii-Naate

Last active: Sep 5, 2009
1 msg
Zebedee Nii-Naate Zelig::zelig Sep 5, 2009

babel at centrum.sk

Last active: Sep 9, 2009
2 msgs
babel at centrum.sk Measurement of forecasting accuracy-GFESM Sep 2, 2009 babel at centrum.sk access to real time market data Sep 9, 2009

davidr at rhotrading.com

Last active: Sep 9, 2009
1 msg
davidr at rhotrading.com access to real time market data Sep 9, 2009

gug

Last active: Sep 9, 2009
2 msgs
gug another silly question Sep 2, 2009 gug access to real time market data Sep 9, 2009

jatin patni

Last active: Sep 3, 2009
6 msgs
jatin patni Quantmod and Tick Data Sep 1, 2009 jatin patni Non unique timestamp in zoo object Sep 1, 2009 jatin patni Non unique timestamp in zoo object Sep 1, 2009 jatin patni R-Help(Aggregate function): Multiple functions for different collumns Sep 2, 2009 jatin patni R-Help(Aggregate function): Multiple functions for different collumns Sep 2, 2009 jatin patni Sorry for my previous posts :( Sep 3, 2009

julien cuisinier

Last active: Sep 11, 2009
1 msg
julien cuisinier Newbie Question: Portfolio Optimization with MV, LPM and CVaR constraints Sep 11, 2009

karla hernandez villafuerte

Last active: Sep 23, 2009
2 msgs
karla hernandez villafuerte (no subject) Sep 23, 2009 karla hernandez villafuerte loglik() in urca function Sep 23, 2009

saurav pathak

Last active: Sep 8, 2009
1 msg
saurav pathak Inverse Mills in clustered (multilevel) cross-sectional panel data Sep 8, 2009

sprohl at na.uni-tuebingen.de

Last active: Sep 27, 2009
1 msg
sprohl at na.uni-tuebingen.de termstrc: bond yields Sep 27, 2009

stefano iacus

Last active: Sep 3, 2009
1 msg
stefano iacus general Levy processes and simulation Sep 3, 2009

sunil

Last active: Sep 2, 2009
1 msg
sunil Index of data is missing (dim is NULL) Sep 2, 2009

tzygmund mcfarlane

Last active: Sep 17, 2009
1 msg
tzygmund mcfarlane stableFit Sep 17, 2009

zubin

Last active: Sep 15, 2009
5 msgs
zubin Atlanta GA Sep 10, 2009 zubin multivariate zoo and looping Sep 13, 2009 zubin yahoo quote what= commands Sep 15, 2009 zubin yahoo quote what= commands Sep 15, 2009 zubin yahoo quote what= commands Sep 15, 2009